Package: BAYSTAR 0.2-10
BAYSTAR: On Bayesian Analysis of Threshold Autoregressive Models
Fit two-regime threshold autoregressive (TAR) models by Markov chain Monte Carlo methods.
Authors:
BAYSTAR_0.2-10.tar.gz
BAYSTAR_0.2-10.zip(r-4.7-any)BAYSTAR_0.2-10.zip(r-4.6-any)BAYSTAR_0.2-10.zip(r-4.5-any)
BAYSTAR_0.2-10.tgz(r-4.6-any)BAYSTAR_0.2-10.tgz(r-4.5-any)
BAYSTAR_0.2-10.tar.gz(r-4.7-any)BAYSTAR_0.2-10.tar.gz(r-4.6-any)
BAYSTAR_0.2-10.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
BAYSTAR/json (API)
| # Install 'BAYSTAR' in R: |
| install.packages('BAYSTAR', repos = c('https://edmhlin.r-universe.dev', 'https://cloud.r-project.org')) |
Datasets:
- unemployrate - U.S. monthly civilian unemployment rate
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:0b6d09544d. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 85 | ||
| source / vignettes | OK | 158 | ||
| linux-release | OK | 88 | ||
| macos-release | OK | 125 | ||
| macos-oldrel | OK | 177 | ||
| windows-devel | OK | 59 | ||
| windows-release | OK | 59 | ||
| windows-oldrel | OK | 68 | ||
| wasm-release | OK | 75 |
Exports:BAYSTARTAR.coeffTAR.lagdTAR.likTAR.sigmaTAR.simuTAR.summaryTAR.thres
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Threshold Autoregressive model: Bayesian approach | BAYSTAR |
| Estimate AR coefficients | TAR.coeff |
| Identification of lag order of threshold variable | TAR.lagd |
| Log-likelihood function | TAR.lik |
| To draw the variance of error distribution. | TAR.sigma |
| Simulated data from TAR model | TAR.simu |
| Calculate summary statistics for all parameters | TAR.summary |
| To draw a threshold value. | TAR.thres |
| U.S. monthly civilian unemployment rate | unemployrate |
